Interest Rate Uncertainty and Stock Market Volatility

Interest Rate Uncertainty and Stock Market Volatility

The reason for volatility changing over time is still open. As stated in the extant papers uncertainty of Macroeconomic variable plays more important role in explaining the time varying of volatility than the volatility of Macroeconomic variable itself. In this paper we illustrate this with explorin...

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Bibliographic Details
Main Author: XU, Jincai
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
stock market volatility
interest rate
asset price
dividend yield
leverage ratio
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/etd_coll/25
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1024&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/25
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1024&context=etd_coll

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